On estimation of the approximation error in asymptotic expansions in the central limit theorem (Q1850767)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On estimation of the approximation error in asymptotic expansions in the central limit theorem |
scientific article; zbMATH DE number 1848095
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On estimation of the approximation error in asymptotic expansions in the central limit theorem |
scientific article; zbMATH DE number 1848095 |
Statements
On estimation of the approximation error in asymptotic expansions in the central limit theorem (English)
0 references
26 June 2003
0 references
This paper examines the approximation error in asymptotic expansions in the central limit theorem for independent identically distributed random variables with finite variance. The estimates are based on the Chebyshev-Hermite polynomials and accurate estimates of the characteristic functions.
0 references
central limit theorem
0 references
asymptotic expansions
0 references
Chebyshev-Hermite polynomials
0 references
independent random variables
0 references
quasi moments
0 references
0.8560416102409363
0 references
0.8483157157897949
0 references
0.8325813412666321
0 references
0.8312278389930725
0 references
0.8102470636367798
0 references
